Momentum investing: a systematic literature review and bibliometric analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Strategy and Management,Business, Management and Accounting (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s11301-020-00205-6.pdf
Reference145 articles.
1. Adebambo BN, Yan X (2016) Momentum, reversals, and fund manager overconfidence. Financ Manage 45:609–639. https://doi.org/10.1111/fima.12128
2. Andrei D, Cujean J (2017) Information percolation, momentum and reversal. J Financ Econ 123:617–645. https://doi.org/10.1016/j.jfineco.2016.05.012
3. Antoniou C, Doukas JA, Subrahmanyam A (2013) Cognitive dissonance, sentiment, and momentum. J Financ Quant Anal 48:245–275. https://doi.org/10.1017/S0022109012000592
4. Arena MP, Haggard KS, Yan X (2008) Price momentum and idiosyncratic volatility. Financ Rev 43:159–190. https://doi.org/10.1111/j.1540-6288.2008.00190.x
5. Asem E (2009) Dividends and price momentum. J Bank Finance 33:486–494. https://doi.org/10.1016/j.jbankfin.2008.09.004
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